min_concave(f,h,gradient_h,S,n,p,epsilon,tol)
Program for global minimization of a concave function.
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We implement the algorithm of Harold. P Benson which can be found in the
paper " A Branch and Bound-Outer Approximation Algorithm for Concave Minimization over a Convex Set"
The provided function finds the global minimum of a concave function over a convex set defined by h(x)<=0.
The global minimum is obtained by combining the outer approximation method with a branch and bound process.
Several test files for the algorithm are included. They all support the convergence of the provided algorithm.
Cite As
Kammoun (2026). min_concave(f,h,gradient_h,S,n,p,epsilon,tol) (https://www.mathworks.com/matlabcentral/fileexchange/36247-min_concave-f-h-gradient_h-s-n-p-epsilon-tol), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.2.0.0 (7.08 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.2.0.0 | Put it in a zip file
|
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| 1.1.0.0 | Fix some errors in the file test min_concave_test_5.m. Modify also the parameter epsilon in min_concave_test.m |
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| 1.0.0.0 |
